NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	2.352	2.309	-0.043	-1.8%	2.361
High	2.360	2.309	-0.051	-2.2%	2.413
Low	2.302	2.186	-0.116	-5.0%	2.289
Close	2.327	2.238	-0.089	-3.8%	2.405
Range	0.058	0.123	0.065	112.1%	0.124
ATR	0.078	0.082	0.005	5.8%	0.000
Volume	20,370	22,866	2,496	12.3%	80,624

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.613	2.549	2.306
R3	2.490	2.426	2.272
R2	2.367	2.367	2.261
R1	2.303	2.303	2.249	2.274
PP	2.244	2.244	2.244	2.230
S1	2.180	2.180	2.227	2.151
S2	2.121	2.121	2.215
S3	1.998	2.057	2.204
S4	1.875	1.934	2.170

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.741	2.697	2.473
R3	2.617	2.573	2.439
R2	2.493	2.493	2.428
R1	2.449	2.449	2.416	2.471
PP	2.369	2.369	2.369	2.380
S1	2.325	2.325	2.394	2.347
S2	2.245	2.245	2.382
S3	2.121	2.201	2.371
S4	1.997	2.077	2.337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.413	2.186	0.227	10.1%	0.072	3.2%	23%	False	True	19,366
10	2.413	2.186	0.227	10.1%	0.069	3.1%	23%	False	True	15,280
20	2.593	2.186	0.407	18.2%	0.075	3.3%	13%	False	True	13,413
40	2.593	2.147	0.446	19.9%	0.071	3.2%	20%	False	False	10,848
60	2.642	2.147	0.495	22.1%	0.067	3.0%	18%	False	False	8,368
80	2.787	2.147	0.640	28.6%	0.062	2.8%	14%	False	False	6,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 87 trading days

Fibonacci Retracements and Extensions
4.250	2.832
2.618	2.631
1.618	2.508
1.000	2.432
0.618	2.385
HIGH	2.309
0.618	2.262
0.500	2.248
0.382	2.233
LOW	2.186
0.618	2.110
1.000	2.063
1.618	1.987
2.618	1.864
4.250	1.663

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	2.248	2.300
PP	2.244	2.279
S1	2.241	2.259

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These figures are updated between 7pm and 10pm EST after a trading day.

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